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We study a continuous-time, finite horizon, stochastic partially reversible investment problem for a firm producing a single good in a market with frictions. The production capacity is modeled as a one-dimensional, time-homogeneous, linear…

最优化与控制 · 数学 2014-11-13 Tiziano De Angelis , Giorgio Ferrari

We study the existence and zero viscous limit of smooth solutions to steady compressible Navier-Stokes equations near plane shear flow between two moving parallel walls. Under the assumption $0<L\ll1$, we prove that for any plane supersonic…

偏微分方程分析 · 数学 2025-04-16 Song Jiang , Chunhui Zhou

We consider a numerical scheme for the approximation of a system that couples the evolution of a two--dimensional hypersurface to a reaction--diffusion equation on the surface. The surfaces are assumed to be graphs and evolve according to…

数值分析 · 数学 2021-04-13 Klaus Deckelnick , Vanessa Styles

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

偏微分方程分析 · 数学 2016-11-01 Ugur G. Abdulla

The present work studied various models for predicting turbulence in the problem of injecting a fluid microjet into the boundary layer of a turbulent flow. For this purpose, the one-equation Spalart-Allmaras (SA), two-equation k-$\epsilon$…

We consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global…

偏微分方程分析 · 数学 2018-08-06 Jeremy LeCrone , Gieri Simonett

In this article, we consider an n-dimensional parabolic partial differential equation with a smooth coefficient term in the nonlinear gradient term. This equation was first introduced and analyzed in [E. Issoglio, On a non-linear…

偏微分方程分析 · 数学 2025-03-21 Oscar Jarrin , Gaston Vergara-Hermosilla

We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…

偏微分方程分析 · 数学 2020-03-13 Yihong Du , Wenjie Ni

We establish two integral variational principles for the spreading speed of the one dimensional reaction diffusion equation with Stefan boundary conditions. The first principle is valid for monostable reaction terms and the second principle…

数学物理 · 物理学 2023-08-10 R. D. Benguria , M. C. Depassier

In this series of papers, we investigate the spreading and vanishing dynamics of time almost periodic diffusive KPP equations with free boundaries. Such equations are used to characterize the spreading of a new species in time almost…

偏微分方程分析 · 数学 2015-07-08 Fang Li , Xing Liang , Wenxian Shen

We present a numerical method for the solution of interfacial growth governed by the Stefan model coupled with incompressible fluid flow. An algorithm is presented which takes special care to enforce sharp interfacial conditions on the…

流体动力学 · 物理学 2022-10-19 Elyce Bayat , Raphael Egan , Daniil Bochkov , Alban Sauret , Frederic Gibou

In this investigation we revisit the concept of "effective free surfaces" arising in the solution of the time-averaged fluid dynamics equations in the presence of free boundaries. This work is motivated by applications of the optimization…

流体动力学 · 物理学 2012-09-04 R. Yapalparvi , B. Protas

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

谱理论 · 数学 2024-12-10 Tareq Alodat , Quoc T. Le Gia

New analytical representations of the Stokes flows due to periodic arrays of point singularities in a two-dimensional no-slip channel and in the half-plane near a no-slip wall are derived. The analysis makes use of a conformal mapping from…

复变函数 · 数学 2019-04-25 Darren Crowdy , Elena Luca

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

投资组合管理 · 定量金融 2013-07-25 Sona Kilianova , Daniel Sevcovic

We study a simplified Ericksen-Leslie system modeling the flow of nematic liquid crystals with partially free boundary conditions. It is a coupled system between the Navier-Stokes equation for the fluid velocity with a transported heat flow…

偏微分方程分析 · 数学 2023-03-22 Fanghua Lin , Yannick Sire , Juncheng Wei , Yifu Zhou

In this paper we study the $L^2$-gradient flow of the penalized elastic energy on networks of $q$-curves in $\R^{n}$ for $q \geq 3$. Each curve is fixed at one end-point and at the other is joint to the other curves at a movable…

偏微分方程分析 · 数学 2020-11-26 Anna Dall'Acqua , Chun-Chi Lin , Paola Pozzi

In this paper, we study short-time existence of static flow on complete noncompact asymptotically static manifolds from the point of view that the stationary points of the evolution equations can be interpreted as static solutions of the…

微分几何 · 数学 2015-05-30 Xue Hu , Yuguang Shi

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

数值分析 · 数学 2013-11-11 Erhan Bayraktar , Arash Fahim

We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…

统计力学 · 物理学 2013-11-25 Rudro R. Biswas , Pabitra N. Sen